We study quantum algorithms for nonlinear and stochastic homogenization via a Young-measure based linear programming (LP) formulation, which lifts the nonlinear problem to a linear one in higher dimensions by treating the microscale, the gradient, and possible random variables as independent variables, thereby capturing effective macroscopic quantities without directly resolving fine-scale oscillations. The resulting LP is large but structured, and its high-dimensional nature creates regimes in which quantum LP solvers outperform direct classical solvers: in the deterministic setting, polynomial quantum speedup arises when moderate homogenized accuracy suffices; in the stochastic setting, encoding all random realizations simultaneously in a single LP yields a quantum square-root reduction in stochastic sampling cost that grows with the number of random variables. Regularity or sparsity of the Young measure may further extend these advantages to fine-scale accuracy. Numerical experiments on one- and two-dimensional benchmarks confirm the correctness of the Young-measure LP formulation.
We study quantum algorithms for nonlinear and stochastic homogenization via a Young-measure based linear programming (LP) formulation, which lifts the nonlinear problem to a linear one in higher dimensions by treating the microscale, the gradient, and possible random variables as independent variables, thereby capturing effective macroscopic quantities without directly resolving fine-scale oscillations. The resulting LP is large but structured, and its high-dimensional nature creates regimes in which quantum LP solvers outperform direct classical solvers: in the deterministic setting, polynomial quantum speedup arises when moderate homogenized accuracy suffices; in the stochastic setting, encoding all random realizations simultaneously in a single LP yields a quantum square-root reduction in stochastic sampling cost that grows with the number of random variables. Regularity or sparsity of the Young measure may further extend these advantages to fine-scale accuracy. Numerical experiments on one- and two-dimensional benchmarks confirm the correctness of the Young-measure LP formulation.
Many nonlinear PDEs have singular or oscillatory solutions or may exhibit physical instabilities or uncertainties. This requires a suitable concept of physically relevant generalized solutions. Dissipative measure-valued solutions have been an effective analytical tool to characterize PDE behavior in such singular regimes. They have also been used to characterize limits of standard numerical schemes on classical computers. The measure-valued formulation of a nonlinear PDE yields an optimization problem with a linear cost functional and linear constraints, which can be formulated as a linear programming problem. However, this linear programming problem can suffer from the curse of dimensionality. In this article, we propose solving it using quantum linear programming (QLP) algorithms and discuss whether this approach can reduce costs compared to classical algorithms. We show that some QLP algorithms, such as the quantum central path algorithm, have up to polynomial advantage over the classical interior point method. For problems where one is interested in the dissipative weak solution, namely the expected values of the Young measure, we show that the QLP algorithms offer no advantage over direct classical solvers. Moreover, for random PDEs, there can be up to polynomial advantage in obtaining the Young measure over direct classical PDE solvers. This is a significant advantage over standard PDE solvers, since the Young measure provides a more detailed description of the solution. We also propose some open questions for future development in this direction.
We propose a numerical homogenization method for scalar linear partial differential equations with rough coefficients that integrates classical coarse-scale solvers with quantum subroutines for fine-scale corrections. Inspired by the Localized Orthogonal Decomposition, we employ quantum local problem solvers to capture fine-scale features efficiently. Unlike periodic homogenization approaches, it does not rely on any periodicity assumption. Moreover, the coupling between quantum computation and the coarse model requires only selected measurements of quantum representative volume elements, thereby mitigating the quantum-interface information bottleneck that could otherwise negate a potential speed-up. We show that the local quantum solver can achieve solutions with the required level of accuracy with an operation count that scales only logarithmically with the fine-scale resolution, as determined by the smallest length scale encoded in the diffusion coefficient. The potential of the approach is illustrated through two-dimensional numerical experiments, using a classical simulation of the local quantum solver.
Abstract. Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to solve due to prohibitively small mesh and time step sizes limited by the scaling parameter and CFL condition. Another challenge in scientific computing could come from curse-of-dimensionality. In this paper, we aim to provide a quantum algorithm, based on either direct approximations of the original PDEs or their homogenized models, for prototypical multiscale problems inPDEs, including elliptic, parabolic, and hyperbolic PDEs. To achieve this, we will lift these problems to higher dimensions and leverage the recently developed Schrödingerization based quantum simulation algorithms to efficiently reduce the computational cost of the resulting high-dimensional and multiscale problems. We will examine the error contributions arising from discretization, homogenization, and relaxation, and analyze and compare the complexities of these algorithms in order to identify the best algorithms in terms of complexities for different equations in different regimes.
Addressing nonlinear numerical problems in quantum computing remains challenging, but several approaches, including Carleman linearization (CL), have been proposed to construct quantum algorithms for such problems. In this work, we develop a CL-based method for a high-dimensional nonlinear stochastic differential equation (SDE) dXt=(A(t)Xt+F(t)Xt⊗s)dt+B(t)dWt for an RN-valued random process Xt, aiming at quantum speed-up with respect to the dimension N. We introduce auxiliary processes Ytj that approximate Xt⊗j, derive a linearized system of SDEs for them, and obtain the linear ordinary differential equation (ODE) governing their expectations. We then apply a quantum ODE solver to it and, from the resulting quantum state, extract an estimate for the expectation of a linear function of Xt by overlap estimation. We show that, provided the nonlinear and noise terms in the SDE are sufficiently small relative to the linear term, the CL error decreases exponentially with the truncation order J in CL, and we can estimate the target expectation with a polylog(N) number of queries to unitaries encoding coefficient matrices A, F, and B. Finally, we also run a numerical demonstration for an SDE related to Langevin dynamics, observing the exponential decay of the CL error as J increases.
To approximate solutions of complex nonlinear partial differential equations remains a computational challenge, especially for sets of equations relevant in industry, such as Euler or Navier-Stokes equations. Even the most sophisticated computational fluid dynamic algorithms coupled with powerful supercomputers can not find approximate solutions for several design challenges in both adequate time and scale-resolving accuracy. One difficulty arises from solving high dimensional, strongly nonlinear partial differential equations, such as the Navier-Stokes equations, which capture the underlying physics. For nearly all classical algorithms, methods closely related to Newton's method are used to approximate a solution to the problem. Approximately solving the large-scale linear systems of equations occurring in this iterative scheme is generally a main contributor to the total computational complexity. In this paper a new quantum linear system solver supporting Newton's classical method to solve nonlinear partial differential equations is introduced. We present a new variant of the HHL algorithm, requiring less apriori information regarding the eigenvalues of the corresponding matrix. We apply this quantum linear system solver in a hybrid quantum-classical fashion to solve nonlinear partial differential equations. Moreover, a resource estimation for advanced use-cases of practical relevance is provided. Our results demonstrate how quantum computation may improve existing classical methodologies for solving nonlinear partial differential equations. This approach provides another promising application of quantum computers and presents a possible way forward for handling nonlinearities on inherently linear quantum systems.
Stochastic differential equations (SDEs) model noisy dynamical systems across quantitative finance, chemistry, physics, and climate science. Classical solvers-Euler-Maruyama schemes, Monte Carlo methods, and finite-difference PDE solvers for Fokker-Planck equations-suffer from exponential growth in computational cost with dimension and accuracy requirements. We present a family of quantum algorithms for simulating and solving SDEs with improved scaling. Our approach combines Hamiltonian simulation for drift terms, quantum random number generation for noise increments, and quantum amplitude estimation for computing expectations. For linear and semilinear SDEs with Lipschitz coefficients, we prove that relevant quantities (option prices, expected hitting times, moments) can be estimated to accuracy ε in time Õ(poly(d)polylog(1/ε)), versus classical O(poly(d)/ε 2). For nonlinear SDEs, we introduce variational quantum schemes leveraging parameterized circuits, with a priori error bounds and trainability analysis avoiding barren plateaus. We analyze multi-asset Black-Scholes models, Heston stochastic volatility, and Langevin dynamics for molecular coarse-graining, quantifying resource requirements (qubits, gate depth, oracle calls). Numerical simulations on small instances demonstrate polynomial-to-super-polynomial empirical speedups in accuracy for fixed runtime, establishing SDE solving as a promising quantum-accelerated task with practical applications.